论文标题
受控扩散的最佳退出率的变异表征
A variational characterization of the optimal exit rate for controlled diffusions
论文作者
论文摘要
本文的主要结果是从有限域的退出率的变异公式，从扩散过程的扩散定律中，被限制的扩散定律永远留在该域中。还提出了有关受控Q过程的几何形状终身制的相关结果。
The main result in this paper is a variational formula for the exit rate from a bounded domain for a diffusion process in terms of the stationary law of the diffusion constrained to remain in this domain forever. Related results on the geometric ergodicity of the controlled Q-process are also presented.
